000			01943cam a22003618i 4500
999			_c5513 _d5513
001			20945867
003			OSt
005			20230621113318.0
008			190207s2019 nju b 001 0 eng c
010			_a 2018049407
020			_a9781119137009 (hardcover)
040			_aWaSeSS/DLC _beng _erda _cWaSeSS
042			_apcc
050	0	0	_aHG8781 _b.B69 2019
082	0	0	_a368/.01 _223
100	1		_aBoudreault, Mathieu, _eauthor.
245	1	0	_aActuarial finance : _bderivatives, quantitative models and risk management / _cMathieu Boudreault and Jean-François Renaud.
263			_a1902
264		1	_aHoboken, NJ : _bJohn Wiley & Sons, _c2019.
300			_apages cm
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
504			_aIncludes bibliographical references and index.
505	0		_aThe actuary and its environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- Options -- Engineering basic options -- Engineering advanced derivatives -- Equity-linked insurance and annuities -- One-period binomial tree model -- Two-period binomial tree model -- Multi-period binomial tree model -- Further topics in the binomial tree model -- Market incompleteness and one-period trinomial tree models -- Brownian motion -- Introduction to stochastic calculus -- Introduction to the black-scholes-merton model -- Rigorous derivations of the black-scholes formula -- Applications and extensions of the black-scholes formula -- Simulation methods -- Hedging strategies in practice.
650		0	_aActuarial science.
650		0	_aInsurance _xMathematics.
700	1		_aRenaud, Jean-François, _d1976- _eauthor.
776	0	8	_iOnline version: _aBoudreault, Mathieu, author. _tActuarial finance _dHoboken, NJ : John Wiley & Sons, 2019 _z9781119137016 _w(DLC) 2019022136
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cBK